Work

Global Central Limit Theorems for Stationary Markov Chains

Year: 2025
Type: article
Abstract: Let P be a Markov operator on a general state space ( S , Σ) with an invariant probability measure m , assumed to be ergodic. We study conditions which yield that for every centered non-zero f ∈ L 2 ( m ) a non-degenerate annealed CLT and an L 2 -normalized CLT hold.
Author: Michael Lin
Language: English
Open Access status: diamond
OpenAlex ID: W4410716237
FWCI:
Cites: 20
Cited by:
Related to: 10